help devr2
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Title

    devr2 -- Calculates a deviance based R-squared measure for models
        estimated using the [R] glm command. The measure is based on Cameron
        and Windmeijer, 1997.

Description

    devr2 calculates a deviance based R-squared measure for regression models
    in the exponential family with known scale parameter. This is equal to

        1-[(deviance of the fitted model)/(deviance of the constant only
        model)]

    It measures the proportionate reduction in recoverable information due to
    the inclusion of regressors, where information is measured by the
    estimated Kullback-Leibler divergence, and may be loosely interpreted as
    the fraction of uncertainty explained by the fitted model.

    Further details are given in Cameron and Windmeijer, 1997.

    Currently, the command can only be used following model estimation using
    the [R] glm command.

Saved results

    devr2 saves the following in r():

    Scalars   
      r(dev_model)    Deviance of the fitted model
      r(dev_null)     Deviance of the constant only model
      r(devr2)        Deviance based R-squared value

Author

    Brilleman, S. email: louis-george@hotmail.com

Reference

    Cameron, A. C. & Windmeijer, F. A. G. (1997). An R-squared measure of
    goodness of fit for some common nonlinear regression models.  Journal of
    Econometrics 77:329-342.

Also see

    Online:  [R] glm